CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0230 |
1.0165 |
-0.0065 |
-0.6% |
1.0214 |
| High |
1.0254 |
1.0168 |
-0.0086 |
-0.8% |
1.0318 |
| Low |
1.0148 |
1.0059 |
-0.0089 |
-0.9% |
1.0059 |
| Close |
1.0168 |
1.0087 |
-0.0081 |
-0.8% |
1.0087 |
| Range |
0.0106 |
0.0109 |
0.0003 |
2.8% |
0.0259 |
| ATR |
0.0164 |
0.0160 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
141,814 |
160,549 |
18,735 |
13.2% |
792,364 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0432 |
1.0368 |
1.0147 |
|
| R3 |
1.0323 |
1.0259 |
1.0117 |
|
| R2 |
1.0214 |
1.0214 |
1.0107 |
|
| R1 |
1.0150 |
1.0150 |
1.0097 |
1.0128 |
| PP |
1.0105 |
1.0105 |
1.0105 |
1.0093 |
| S1 |
1.0041 |
1.0041 |
1.0077 |
1.0019 |
| S2 |
0.9996 |
0.9996 |
1.0067 |
|
| S3 |
0.9887 |
0.9932 |
1.0057 |
|
| S4 |
0.9778 |
0.9823 |
1.0027 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0768 |
1.0229 |
|
| R3 |
1.0673 |
1.0509 |
1.0158 |
|
| R2 |
1.0414 |
1.0414 |
1.0134 |
|
| R1 |
1.0250 |
1.0250 |
1.0111 |
1.0203 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0131 |
| S1 |
0.9991 |
0.9991 |
1.0063 |
0.9944 |
| S2 |
0.9896 |
0.9896 |
1.0040 |
|
| S3 |
0.9637 |
0.9732 |
1.0016 |
|
| S4 |
0.9378 |
0.9473 |
0.9945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0318 |
1.0059 |
0.0259 |
2.6% |
0.0119 |
1.2% |
11% |
False |
True |
158,472 |
| 10 |
1.0623 |
1.0059 |
0.0564 |
5.6% |
0.0146 |
1.4% |
5% |
False |
True |
169,741 |
| 20 |
1.0669 |
0.9935 |
0.0734 |
7.3% |
0.0188 |
1.9% |
21% |
False |
False |
121,087 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0152 |
1.5% |
43% |
False |
False |
61,330 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0140 |
1.4% |
43% |
False |
False |
40,984 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0132 |
1.3% |
38% |
False |
False |
30,752 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0123 |
1.2% |
32% |
False |
False |
24,609 |
| 120 |
1.1528 |
0.9646 |
0.1882 |
18.7% |
0.0116 |
1.1% |
23% |
False |
False |
20,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0631 |
|
2.618 |
1.0453 |
|
1.618 |
1.0344 |
|
1.000 |
1.0277 |
|
0.618 |
1.0235 |
|
HIGH |
1.0168 |
|
0.618 |
1.0126 |
|
0.500 |
1.0114 |
|
0.382 |
1.0101 |
|
LOW |
1.0059 |
|
0.618 |
0.9992 |
|
1.000 |
0.9950 |
|
1.618 |
0.9883 |
|
2.618 |
0.9774 |
|
4.250 |
0.9596 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0174 |
| PP |
1.0105 |
1.0145 |
| S1 |
1.0096 |
1.0116 |
|